-40.1%
ELWT vs SPY
+14.8%
-55.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | -19.6% | -0.7% | -18.9% | -19.2% |
| 30D | -29.6% | -1.0% | -28.5% | -29.2% |
| 3M | -50.9% | -0.3% | -50.6% | -50.8% |
| 6M | -39.8% | +7.3% | -47.1% | -40.8% |
| YTD | -15.0% | +13.3% | -28.3% | -19.4% |
| All | -40.1% | +14.8% | -55.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling